+181.0%
O vs AR
-33.4%
+214.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | +3.7% | -14.3% | +18.0% | +4.9% |
| 30D | +11.2% | +1.4% | +9.8% | +11.0% |
| 3M | -4.0% | +3.4% | -7.4% | -4.4% |
| 6M | -5.2% | -2.1% | -3.2% | -5.3% |
| YTD | +9.5% | +4.7% | +4.8% | +8.5% |
| 1Y | +10.6% | +10.6% | 0.0% | +9.1% |
| 3Y | +38.1% | +24.6% | +13.5% | +32.9% |
| 5Y | +10.2% | +71.9% | -61.7% | +1.4% |
| 10Y | +71.4% | +46.4% | +25.0% | +22.8% |
| All | +181.0% | -33.4% | +214.4% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling